+134.6%
TNA vs BBWI
-24.0%
+158.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.8% |
| 30D | +4.4% | +12.9% | -8.5% | -2.1% |
| 3M | -26.7% | +16.0% | -42.7% | -33.8% |
| 6M | -12.8% | +16.6% | -29.4% | -23.4% |
| YTD | +22.7% | +9.7% | +12.9% | +8.7% |
| 1Y | +35.7% | +1.5% | +34.2% | +22.4% |
| 3Y | +134.6% | -21.4% | +155.9% | +144.9% |
| All | +134.6% | -24.0% | +158.5% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling